-3.1%
BLK vs IRE
-84.0%
+80.9%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.8% | +4.7% | -1.9% |
| 7D | -2.7% | +29.0% | -31.7% | -3.5% |
| 30D | -4.8% | +24.2% | -29.0% | -5.8% |
| 3M | +6.5% | -53.2% | +59.6% | +7.6% |
| 6M | +13.1% | -36.0% | +49.2% | +10.7% |
| YTD | +1.8% | -51.0% | +52.8% | -1.0% |
| All | -3.1% | -84.0% | +80.9% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling